+236.8%
SIMO vs AFL
+66.2%
+170.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.4% |
| 7D | +14.9% | +0.2% | +14.7% | +14.9% |
| 30D | -27.0% | +8.6% | -35.6% | -25.8% |
| 3M | -25.4% | +5.3% | -30.7% | -24.2% |
| 6M | -30.3% | +10.0% | -40.3% | -29.3% |
| YTD | +95.8% | +16.5% | +79.3% | +97.1% |
| 1Y | +100.0% | +12.7% | +87.3% | +102.5% |
| All | +236.8% | +66.2% | +170.6% | +224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling